Analysis run in : 2024-08-17 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -51,944 | -53,041 | -0.042596 | 0.371407 |
| 1 | equities | 1170E1 | VIX FUTURES | -20,262 | 23,283 | 2.674630 | 1.944427 |
| 2 | equities | 239742 | RUSSELL E-MINI | -13,586 | -9,738 | 1.435547 | 1.222709 |
| 3 | equities | 12460+ | DJIA Consolidated | 1,251 | -6,082 | -1.214050 | -1.613486 |
| 4 | equities | 209742 | NASDAQ MINI | 12,309 | -4,867 | 1.159008 | 0.553700 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -75 | 1,652 | 1.570683 | 1.734647 |
| 6 | rates | 043602 | UST 10Y NOTE | -730,986 | -57,811 | -1.609297 | -1.558304 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,687,388 | -24,608 | -1.499945 | -1.685828 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,109,153 | 1,699 | 0.184165 | -0.401023 |
| 9 | rates | 020601 | UST BOND | -13,076 | 27,343 | 0.266846 | 0.572079 |
| 10 | rates | 045601 | FED FUNDS | -91,291 | -10,447 | -0.161195 | -0.097324 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 18,537 | 2,406 | 0.887905 | 1.495220 |
| 13 | currencies | 097741 | JAPANESE YEN | 23,054 | 34,984 | 2.346913 | 3.210606 |
| 14 | currencies | 099741 | EURO FX | 44,900 | -698 | 0.615666 | 0.455171 |
| 15 | currencies | 096742 | BRITISH POUND | 51,940 | -23,415 | -0.239956 | 0.147855 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -42,180 | 0 | -0.266973 | 0.575470 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -180,443 | 2,254 | -1.281666 | -1.626161 |
| 18 | currencies | 095741 | MEXICAN PESO | 50,697 | -13,846 | -1.033504 | -1.611419 |
| 19 | currencies | 112741 | NZ DOLLAR | -15,624 | 1,127 | -1.346488 | -1.271483 |
| 20 | currencies | 092741 | SWISS FRANC | -22,675 | 310 | 2.080299 | 0.836184 |
| 21 | commodities | 133741 | BITCOIN | 227 | -109 | 1.811330 | 1.591831 |
| 22 | commodities | 06765T | BRENT LAST DAY | -17,553 | -2,148 | 0.565216 | 0.537277 |
| 23 | commodities | 088691 | GOLD | 275,221 | 35,037 | 1.454054 | 1.213180 |
| 24 | commodities | 085692 | COPPER- #1 | 13,796 | -4,317 | -1.838018 | -0.750191 |
| 25 | commodities | 023651 | NAT GAS NYME | -82,394 | -14,050 | 0.834591 | 1.212630 |
| 26 | commodities | 111659 | GASOLINE RBOB | 14,944 | 3,356 | -1.807238 | -1.897257 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 9,510 | 1,181 | -1.204936 | -0.757869 |
| 28 | commodities | 084691 | SILVER | 38,445 | -2,967 | -1.830647 | -0.467782 |
| 29 | commodities | 076651 | PLATINUM | 9,929 | 2,051 | -1.341274 | -0.530664 |
| 30 | commodities | 002602 | CORN | -174,658 | -6,981 | -0.061236 | 0.169241 |
| 31 | commodities | 005602 | SOYBEANS | -171,220 | -1,340 | -0.844642 | -0.669104 |
| 32 | commodities | 001602 | WHEAT-SRW | -48,578 | -331 | -0.632822 | -0.324922 |
| 33 | commodities | 001612 | WHEAT-HRW | -23,561 | 67 | -0.253550 | 0.228981 |
| 34 | commodities | 057642 | LIVE CATTLE | 66,739 | -8,183 | -1.648827 | -1.164825 |
| 35 | commodities | 054642 | LEAN HOGS | 13,378 | -6,930 | -0.428919 | -1.058016 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 10,959 | 13,067 | -0.097402 | -0.673213 |
| 37 | commodities | 033661 | COTTON NO. 2 | -36,142 | -1,111 | -1.360299 | -1.198617 |
| 38 | commodities | 083731 | COFFEE C | 58,430 | -285 | -1.452682 | -0.609378 |
| 39 | commodities | 073732 | COCOA | 21,231 | -227 | 0.284184 | -0.372687 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 2,635 | -133 | -1.521384 | -0.172717 |
Plotting plotly¶
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